+510.2%
GEV vs QLD
+77.7%
+432.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.0% |
| 7D | -13.2% | -3.8% | -9.4% | -11.2% |
| 30D | -20.6% | -20.5% | -0.1% | -6.7% |
| 3M | -19.5% | -14.6% | -4.9% | -10.3% |
| 6M | -23.3% | -14.7% | -8.6% | -15.3% |
| YTD | +22.2% | +11.2% | +11.1% | +10.1% |
| 1Y | +37.8% | +7.1% | +30.7% | +28.1% |
| All | +510.2% | +77.7% | +432.5% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling